-12.6%
TLT vs SLB
-12.7%
+0.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.3% |
| 7D | -3.1% | +3.5% | -6.6% | -2.8% |
| 30D | +1.0% | +6.5% | -5.5% | +1.6% |
| 3M | -2.7% | -0.2% | -2.5% | -2.6% |
| 6M | -4.1% | -5.7% | +1.6% | -4.3% |
| YTD | -5.4% | +36.8% | -42.2% | -2.5% |
| 1Y | -7.0% | +45.8% | -52.8% | -3.7% |
| 3Y | +2.8% | +3.4% | -0.5% | +4.1% |
| 5Y | -35.4% | +76.1% | -111.5% | -29.8% |
| All | -12.6% | -12.7% | +0.1% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling